In a large bowl, whisk together the flour, sugar, baking powder, and salt.
In a separate bowl, whisk together the milk, eggs, melted butter, and vanilla extract.
Pour the wet ingredients into the bowl with the dry ingredients. Stir with a spoon or spatula until just combined.
Cover the bowl with plastic wrap and let the dough rest at room temperature for 15 minutes.
Pour about 2-3 inches of vegetable oil into a deep, heavy-bottomed pot or Dutch oven. Heat the oil over medium heat until it reaches 350°F (175°C).
Lightly flour a clean surface. Turn the dough out onto the floured surface and gently roll it out to about 1/2-inch thickness. Use a pizza cutter or knife to cut the dough into strips about 1 inch wide and 4-5 inches long. To make the twisted shape, hold one end of a strip and twist the other end a few times in the opposite direction. Pinch the ends to secure the twist.
Carefully place a few twisted doughnuts at a time into the hot oil, being careful not to overcrowd the pot. Fry for about 2-3 minutes per side, or until golden brown and cooked through.
Remove the fried twisted doughnuts with a slotted spoon or tongs and place them on a wire rack lined with paper towels to drain excess oil. Let them cool slightly before dusting with powdered sugar, if desired.
Serve your delicious twisted doughnuts warm and enjoy!